mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-18 07:26:50 +00:00
* implements futures functions and GRPC functions on new branch * lint and test fixes * Fix uneven split pnl. Adds collateral weight test. docs. New clear func * Test protection if someone has zero collateral * Uses string instead of double for accuracy * Fixes old code panic * context, match, docs * Addresses Shazniterinos, var names, expanded tests * Returns subaccount name, provides USD values when offlinecalc * Fixes oopsie * Fixes cool bug which allowed made up subaccount results * Subaccount override on FTX, subaccount results for collateral * Strenghten collateral account info checks. Improve FTX test * English is my first language * Fixes oopsies * Adds some conceptual futures order details to track PNL * Initial design of future order processing in the backtester * Introduces futures concept for collateral and spot/futures config diffs * Fixes most tests * Simple designs for collateral funding pair concept * Expands interface use so much it hurts * Implements more collateral interfaces * Adds liquidation, adds strategy, struggles with Binance * Attempts at getting FTX to work * Adds calculatePNL as a wrapper function and adds an `IsFutures` asset check * Successfully loads backtester with collateral currency * Fails to really get much going for supporting futures * Merges master changes * Fleshes out how FTX processes collateral * Further FTX collateral workings * hooks up more ftx collateral and pnl calculations * more funcs to flesh out handling * Adds more links, just can't fit the pieces together :( * Greatly expands futures order processing * Fleshes out position tracker to also handle asset and exchange +testing * RM linkedOrderID. rn positioncontroller, unexport * Successfully tracks futures order positions * Fails to calculate PNL * Calculates pnl from orders accurately with exception to flipping orders * Calculates PNL from orders * Adds another controller layer to make it ez from orderstore * Backtester now compiles. Adds test coverage * labels things add scaling collateral test * Calculates pnl in line with fees * Mostly accurate PNL, with exception to appending with diff prices * Adds locks, adds rpc function * grpc implementations * Gracefully handles rpc function * beautiful tests! * rejiggles tests to polish * Finishes FTX testing, adds comments * Exposes collateral calculations to rpc * Adds commands and testing for rpcserver.go functions * Increase testing and fix up backtester code * Returns cool changes to original branch * end of day fixes * Fixing some tests * Fixing tests 🎉 * Fixes all the tests * Splits the backtester setup and running into different files * Merge, minor fixes * Messing with some strategy updates * Failed understanding at collateral usage * Begins the creation of cash and carry strategy * Adds underlying pair, adds filldependentevent for futures * Completes fill prerequsite event implementation. Can't short though * Some bug fixes * investigating funds * CAN NOW CREATE A SHORT ORDER * Minor change in short size * Fixes for unrealised PNL & collateral rendering * Fixes lint and tests * Adds some verbosity * Updates to pnl calc * Tracks pnl for short orders, minor update to strategy * Close and open event based on conditions * Adds pnl data for currency statistics * Working through PNL calculation automatically. Now panics * Adds tracking, is blocked from design * Work to flesh out closing a position * vain attempts at tracking zeroing out bugs * woww, super fun new subloggers 🎉 * Begins attempt at automatically handling contracts and collateral based on direction * Merge master + fixes * Investigating issues with pnl and holdings * Minor pnl fixes * Fixes future position sizing, needs contract sizing * Can render pnl results, focussing on funding statistics * tracking candles for futures, but why not btc * Improves funding statistics * Colours and stats * Fixes collateral and snapshot bugs * Completes test * Fixes totals bug * Fix double buy, expand stats, fixes usd totals, introduce interface * Begins report formatting and calculations * Appends pnl to receiving curr. Fixes map[time]. accurate USD * Improves report output rendering * PNL stats in report. New tests for futures * Fixes existing tests before adding new coverage * Test coverage * Completes portfolio coverage * Increase coverage exchange, portfolio. fix size bug. NEW CHART * WHAT IS GOING ON WITH PNL * Fixes PNL calculation. Adds ability to skip om futures tracking * minor commit before merge * Adds basic liquidation to backtester * Changes liquidation to order based * Liquidationnnnnn * Further fleshes out liquidations * Completes liquidations in a honorable manner. Adds AppendReasonf * Beginnings of spot futures gap chart. Needs to link currencies to render difference * Removes fake liquidation. Adds cool new chart * Fixes somet tests,allows for zero fee value v nil distinction,New tests * Some annoying test fixes that took too long * portfolio coverage * holding coverage, privatisation funding * Testwork * boring tests * engine coverage * More backtesting coverage * Funding, strategy, report test coverage * Completes coverage of report package * Documentation, fixes some assumptions on asset errors * Changes before master merge * Lint and Tests * defaults to non-coloured rendering * Chart rendering * Fixes surprise non-local-lints * Niterinos to the extremeos * Fixes merge problems * The linter splintered across the glinting plinths * Many nits addressed. Now sells spot position on final candle * Adds forgotten coverage * Adds ability to size futures contracts to match spot positions. * fixes order sell sizing * Adds tests to sizing. Fixes charting issue * clint splintered the linters with flint * Improves stats, stat rendering * minifix * Fixes tests and fee bug * Merge fixeroos * Microfixes * Updates orderPNL on first Correctly utilises fees. Adds committed funds * New base funcs. New order summary * Fun test updates * Fix logo colouring * Fixes niteroonies * Fix report * BAD COMMIT * Fixes funding issues.Updates default fee rates.Combines cashcarry case * doc regen * Now returns err * Fixes sizing bug issue introduced in PR * Fixes fun fee/total US value bug * Fix chart bug. Show log charts with disclaimer * sellside fee * fixes fee and slippage view * Fixed slippage price issue * Fixes calculation and removes rendering * Fixes stats and some rendering * Merge fix * Fixes merge issues * go mod tidy, lint updates * New linter attempt * Version bump in appveyor and makefile * Regex filename, config fixes, template h2 fixes * Removes bad stats. * neatens config builder. Moves filename generator * Fixes issue where linter wants to fix my spelling * Fixes pointers and starts
151 lines
3.8 KiB
Go
151 lines
3.8 KiB
Go
package main
|
|
|
|
import (
|
|
"flag"
|
|
"fmt"
|
|
"os"
|
|
"path/filepath"
|
|
|
|
"github.com/thrasher-corp/gocryptotrader/backtester/common"
|
|
"github.com/thrasher-corp/gocryptotrader/backtester/config"
|
|
backtest "github.com/thrasher-corp/gocryptotrader/backtester/engine"
|
|
"github.com/thrasher-corp/gocryptotrader/common/convert"
|
|
"github.com/thrasher-corp/gocryptotrader/log"
|
|
"github.com/thrasher-corp/gocryptotrader/signaler"
|
|
)
|
|
|
|
func main() {
|
|
var configPath, templatePath, reportOutput string
|
|
var printLogo, generateReport, darkReport, verbose, colourOutput, logSubHeader bool
|
|
wd, err := os.Getwd()
|
|
if err != nil {
|
|
fmt.Printf("Could not get working directory. Error: %v.\n", err)
|
|
os.Exit(1)
|
|
}
|
|
flag.StringVar(
|
|
&configPath,
|
|
"configpath",
|
|
filepath.Join(
|
|
wd,
|
|
"config",
|
|
"examples",
|
|
"ftx-cash-carry.strat"),
|
|
"the config containing strategy params")
|
|
flag.StringVar(
|
|
&templatePath,
|
|
"templatepath",
|
|
filepath.Join(
|
|
wd,
|
|
"report",
|
|
"tpl.gohtml"),
|
|
"the report template to use")
|
|
flag.BoolVar(
|
|
&generateReport,
|
|
"generatereport",
|
|
true,
|
|
"whether to generate the report file")
|
|
flag.StringVar(
|
|
&reportOutput,
|
|
"outputpath",
|
|
filepath.Join(
|
|
wd,
|
|
"results"),
|
|
"the path where to output results")
|
|
flag.BoolVar(
|
|
&printLogo,
|
|
"printlogo",
|
|
true,
|
|
"print out the logo to the command line, projected profits likely won't be affected if disabled")
|
|
flag.BoolVar(
|
|
&darkReport,
|
|
"darkreport",
|
|
false,
|
|
"sets the output report to use a dark theme by default")
|
|
flag.BoolVar(
|
|
&verbose,
|
|
"verbose",
|
|
false,
|
|
"if enabled, will set exchange requests to verbose for debugging purposes")
|
|
flag.BoolVar(
|
|
&colourOutput,
|
|
"colouroutput",
|
|
false,
|
|
"if enabled, will print in colours, if your terminal supports \033[38;5;99m[colours like this]\u001b[0m")
|
|
flag.BoolVar(
|
|
&logSubHeader,
|
|
"logsubheader",
|
|
true,
|
|
"displays logging subheader to track where activity originates")
|
|
flag.Parse()
|
|
if !colourOutput {
|
|
common.PurgeColours()
|
|
}
|
|
var bt *backtest.BackTest
|
|
var cfg *config.Config
|
|
log.GlobalLogConfig = log.GenDefaultSettings()
|
|
log.GlobalLogConfig.AdvancedSettings.ShowLogSystemName = convert.BoolPtr(logSubHeader)
|
|
log.GlobalLogConfig.AdvancedSettings.Headers.Info = common.ColourInfo + "[INFO]" + common.ColourDefault
|
|
log.GlobalLogConfig.AdvancedSettings.Headers.Warn = common.ColourWarn + "[WARN]" + common.ColourDefault
|
|
log.GlobalLogConfig.AdvancedSettings.Headers.Debug = common.ColourDebug + "[DEBUG]" + common.ColourDefault
|
|
log.GlobalLogConfig.AdvancedSettings.Headers.Error = common.ColourError + "[ERROR]" + common.ColourDefault
|
|
err = log.SetupGlobalLogger()
|
|
if err != nil {
|
|
fmt.Printf("Could not setup global logger. Error: %v.\n", err)
|
|
os.Exit(1)
|
|
}
|
|
|
|
err = common.RegisterBacktesterSubLoggers()
|
|
if err != nil {
|
|
fmt.Printf("Could not register subloggers. Error: %v.\n", err)
|
|
os.Exit(1)
|
|
}
|
|
|
|
cfg, err = config.ReadConfigFromFile(configPath)
|
|
if err != nil {
|
|
fmt.Printf("Could not read config. Error: %v.\n", err)
|
|
os.Exit(1)
|
|
}
|
|
if printLogo {
|
|
fmt.Println(common.Logo())
|
|
}
|
|
|
|
err = cfg.Validate()
|
|
if err != nil {
|
|
fmt.Printf("Could not read config. Error: %v.\n", err)
|
|
os.Exit(1)
|
|
}
|
|
bt, err = backtest.NewFromConfig(cfg, templatePath, reportOutput, verbose)
|
|
if err != nil {
|
|
fmt.Printf("Could not setup backtester from config. Error: %v.\n", err)
|
|
os.Exit(1)
|
|
}
|
|
if cfg.DataSettings.LiveData != nil {
|
|
go func() {
|
|
err = bt.RunLive()
|
|
if err != nil {
|
|
fmt.Printf("Could not complete live run. Error: %v.\n", err)
|
|
os.Exit(-1)
|
|
}
|
|
}()
|
|
interrupt := signaler.WaitForInterrupt()
|
|
log.Infof(log.Global, "Captured %v, shutdown requested.\n", interrupt)
|
|
bt.Stop()
|
|
} else {
|
|
bt.Run()
|
|
}
|
|
|
|
err = bt.Statistic.CalculateAllResults()
|
|
if err != nil {
|
|
log.Error(log.Global, err)
|
|
os.Exit(1)
|
|
}
|
|
|
|
if generateReport {
|
|
bt.Reports.UseDarkMode(darkReport)
|
|
err = bt.Reports.GenerateReport()
|
|
if err != nil {
|
|
log.Error(log.Global, err)
|
|
}
|
|
}
|
|
}
|